Reachability Analysis of Stochastic Hybrid Systems by Optimal Control


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Bujorianu, L.M. and Lygeros, J. and Langerak, R. (2008) Reachability Analysis of Stochastic Hybrid Systems by Optimal Control. In: 11th International Workshop, HSCC 2008, 22-24 Aril 2008, St. Louis, USA.

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Abstract:For stochastic hybrid systems, the reachability analysis is
an important and difficult problem. In this paper, we prove that, under
natural assumptions, reachability analysis can be characterised as an
optimal stopping problem. In this way, one can apply numerical methods
from optimal control to solve the reachability verification problems.
Item Type:Conference or Workshop Item
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/62313
Official URL:http://dx.doi.org/10.1007/978-3-540-78929-1_46
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